We summarize the results of an experimental performance evaluation of using an empirical histogram to approximate the steady-state distribution of the underlying stochastic proces...
The regenerative method of simulation output analysis exploits the regenerative structure of a stochastic process to break up a path into independent and identically distributed c...
We summarize the results of an extensive experimental performance evaluation of selected batch means procedures for building a confidence interval for a steady-state expected simu...
Sequential analysis of simulation output is generally accepted as the most efficient way for securing representativeness of samples of collected observations. In this scenario a s...
Donald C. McNickle, Krzysztof Pawlikowski, Gregory...
With modern simulation packages, the modeler can choose almost any standard statistical distribution for generating input random variables. The question arises as to how sensitive...